Effect of entropy on the dynamics of supercooled liquids: New results from high pressure data

We show that for arbitrary thermodynamic conditions, master curves of the entropy are obtained by expressing S(T,V) as a function of TV^g_G, where T is temperature, V specific volume, and g_G the thermodynamic Gruneisen parameter. A similar scaling is known for structural relaxation times,tau = f(TV^g); however, we find g_G < g. We show herein that this inequality reflects contributions to S(T,V) from processes, such as vibrations and secondary relaxations, that do not directly influence the supercooled dynamics. An approximate method is proposed to remove these contributions, S_0, yielding the relationship tau = f(S-S_0).Comment: 10 pages 7 figure

A market-consistent framework for the fair evaluation of insurance contracts under Solvency II

The entry into force of the Solvency II regulatory regime is pushing insurance companies in engaging into market consistence evaluation of their balance sheet, mainly with reference to financial options and guarantees embedded in life with-profit funds. The robustness of these valuations is crucial for insurance companies in order to produce sound estimates and good risk management strategies, in particular, for liability-driven products such as with-profit saving and pension funds. This paper introduces a Monte Carlo simulation approach for evaluation of insurance assets and liabilities, which is more suitable for risk management of liability-driven products than common approaches generally adopted by insurance companies, in particular, with respect to the assessment of valuation risk

Approximate Pricing of Swaptions in Affine and Quadratic Models

This paper proposes new bounds on the prices of European-style swaptions for affine and quadratic interest rate models. These bounds are computable whenever the joint characteristic function of the state variables is known. In particular, our lower bound involves the computation of a one-dimensional Fourier transform independently of the swap length. In addition, we control the error of our method by providing a new upper bound on swaption price that is applicable to all considered models. We test our bounds on different affine models and on a quadratic Gaussian model. We also apply our procedure to the multiple curve framework. The bounds are found to be accurate and computationally efficient

Thermodynamic interpretation of the scaling of the dynamics of supercooled liquids

The recently discovered scaling law for the relaxation times, tau=f(T,V^g), where T is temperature and V the specific volume, is derived by a revision of the entropy model of the glass transition dynamics originally proposed by Avramov [I. Avramov, J. Non-Cryst. Solids 262, 258 (2000).]. In this modification the entropy is calculated by an alternative route, while retaining the approximation that the heat capacity is constant with T and P. The resulting expression for the variation of the relaxation time with T and V is shown to accurately fit experimental data for several glass-forming liquids and polymers over an extended range encompassing the dynamic crossover. From this analysis, which is valid for any model in which the relaxation time is a function of the entropy. we find that the scaling exponent g can be identified with the Gruneisen constant.Comment: 24 pages, 7 figure

Effect of Chemical Structure on the Isobaric and Isochoric Fragility in Polychlorinated Biphenyls

Pressure-volume-temperature data, along with dielectric relaxation measurements, are reported for a series of polychlorinated biphenyls (PCB), differing in the number of chlorine atoms on their phenyl rings. Analysis of the results reveals that with increasing chlorine content, the relaxation times of the PCB become governed to a greater degree by density, rho, relative to the effect of temperature, T. This result is consistent with the respective magnitudes of the scaling exponent, gamma, yielding superpositioning of the relaxation times measured at various temperatures and pressures, when plotted versus rho^gamma/T. While at constant (atmospheric) pressure, fragilities for the various PCB are equivalent, the fragility at constant volume varies inversely with chlorine content. Evidently, the presence of bulkier chlorine atoms on the phenyl rings magnifies the effect density has on the relaxation dynamics.Comment: 20 pages 5 figure

Serum dioxin concentrations and endometriosis: a cohort study in Seveso, Italy.

Dioxin, a ubiquitous contaminant of industrial combustion processes including medical waste incineration, has been implicated in the etiology of endometriosis in animals. We sought to determine whether dioxin exposure is associated with endometriosis in humans. We conducted a population-based historical cohort study 20 years after the 1976 factory explosion in Seveso, Italy, which resulted in the highest known population exposure to 2,3,7,8-tetrachlorodibenzo-(italic)p(/italic)-dioxin (TCDD). Participants were 601 female residents of the Seveso area who were (3/4) 30 years old in 1976 and had adequate stored sera. Endometriosis disease status was defined by pelvic surgery, current transvaginal ultrasound, pelvic examination, and interview (for history of infertility and pelvic pain). "Cases" were women who had surgically confirmed disease or an ultrasound consistent with endometriosis. "Nondiseased" women had surgery with no evidence of endometriosis or no signs or symptoms. Other women had uncertain status. To assess TCDD exposure, individual levels of TCDD were measured in stored sera collected soon after the accident. We identified 19 women with endometriosis and 277 nondiseased women. The relative risk ratios (RRRs) for women with serum TCDD levels of 20.1-100 ppt and >100 ppt were 1.2 [90% confidence interval (CI) = 0.3-4.5] and 2.1 (90% CI = 0.5-8.0), respectively, relative to women with TCDD levels (3/4) 20 ppt. Tests for trend using the above exposure categories and continuous log TCDD were nonsignificant. In conclusion, we report a doubled, nonsignificant risk for endometriosis among women with serum TCDD levels of 100 ppt or higher, but no clear dose response. Unavoidable disease misclassification in a population-based study may have led to an underestimate of the true risk of endometriosis

Data on unveiling the occurrence of transient, multi-contaminated mafic magmas inside a rhyolitic reservoir feeding an explosive eruption (Nisyros, Greece)

This data article includes the description and the geochemical and mineralogical dataset of 67 pyroclastic rock samples from the Upper Pumice (UP) explosive activity of Nisyros volcano (eastern South Aegean Active Volcanic Arc). A detailed field and petrographic description of the studied outcrops and samples are reported, including representative photomicrographs and SEM images, whole-rock major and trace elements compositions of 31 representative samples and Sr-Nd isotope ratios on 22 selected samples. Analytical methods and conditions used for data acquisition are also reported. The UP eruption produced a stratigraphic sequence constituted by a basal fallout deposit, gradually substituted by pyroclastic density current (PDC) deposits; these are overlaid by a lag-breccia unit, and the sequence is closed by a grey ash flow level. The juvenile is mainly constituted by white-yellow, moderately crystalline pumice with rhyolitic composition and homogenous Sr-Nd isotope values. Variable amounts of dense, grey, crystalline juvenile lapilli clasts (CRC, Crystal-Rich Clast), with rounded shape and less evolved composition (andesite to dacite) are also present in the deposit. These mafic CRCs are peculiar due to their large variability in textures (from distinctive diktytaxitic to strongly fragmented structure without a defined fabric) and in the geochemical and isotopic composition. The data acquired were fundamental to reconstruct the complex and peculiar history of ascent, storage and differentiation/assimilation processes of these mafic melts before their intrusion into the shallow, rhyolitic magma chamber, with important implication on the possible eruption trigger during the more recent explosive phase of activity at Nisyros volcano. Moreover, the geochemical and isotopic analyses provide new original data to the general knowledge of the Aegean volcanics. All the data reported in this paper are related to the research article Braschi et al. (2022

Thermodynamical Scaling of the Glass Transition Dynamics

Classification of glass-forming liquids based on the dramatic change in their properties upon approach to the glassy state is appealing, since this is the most conspicuous and often-studied aspect of the glass transition. Herein, we show that a generalized scaling, log tau proportional to T^(-1)V^(-gamma), where gamma is a material-constant, yields superpositioning for ten glass-formers, encompassing van der Waals molecules, associated liquids, and polymers. The exponent gamma reflects the degree to which volume, rather than thermal energy, governs the temperature and pressure dependence of the relaxation times.Comment: 12 page, 4 figure